Time-varying factor premia in Nordic equities market
Factor premia is a reward for taking on all of the risk in Nordic capital markets. Many important characteristics of factor investing have already been established, such as the significance of factor timing and existence of global factor premia in multiple asset classes. However, the reasons for tim...
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| Other Authors: | , , , , , |
| Format: | Master's thesis |
| Language: | eng |
| Published: |
2021
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| Subjects: | |
| Online Access: | https://jyx.jyu.fi/handle/123456789/76029 |